Value at Risk/Definition

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Revision as of 02:38, 2 January 2010 by imported>Nick Gardner (New page: <noinclude>{{Subpages}}</noinclude> The largest loss on an investment portfolio that is expected to occur during a stated period at a stated probability[http://lexicon.ft.com/term.asp?t=...)

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Value at Risk [r]: The largest loss on an investment portfolio that is expected to occur during a stated period at a stated probability[1].

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